NYMEX miNY Light Sweet Crude Oil Future July 2007


Trading Metrics calculated at close of trading on 05-Jun-2007
Day Change Summary
Previous Current
04-Jun-2007 05-Jun-2007 Change Change % Previous Week
Open 64.875 66.075 1.200 1.8% 65.050
High 66.500 66.200 -0.300 -0.5% 65.250
Low 64.550 65.225 0.675 1.0% 62.450
Close 66.210 65.610 -0.600 -0.9% 65.080
Range 1.950 0.975 -0.975 -50.0% 2.800
ATR 1.517 1.479 -0.038 -2.5% 0.000
Volume 13,566 12,094 -1,472 -10.9% 56,051
Daily Pivots for day following 05-Jun-2007
Classic Woodie Camarilla DeMark
R4 68.603 68.082 66.146
R3 67.628 67.107 65.878
R2 66.653 66.653 65.789
R1 66.132 66.132 65.699 65.905
PP 65.678 65.678 65.678 65.565
S1 65.157 65.157 65.521 64.930
S2 64.703 64.703 65.431
S3 63.728 64.182 65.342
S4 62.753 63.207 65.074
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 72.660 71.670 66.620
R3 69.860 68.870 65.850
R2 67.060 67.060 65.593
R1 66.070 66.070 65.337 66.565
PP 64.260 64.260 64.260 64.508
S1 63.270 63.270 64.823 63.765
S2 61.460 61.460 64.567
S3 58.660 60.470 64.310
S4 55.860 57.670 63.540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.500 62.450 4.050 6.2% 1.430 2.2% 78% False False 14,739
10 66.975 62.450 4.525 6.9% 1.580 2.4% 70% False False 13,993
20 67.100 62.400 4.700 7.2% 1.464 2.2% 68% False False 7,955
40 68.450 62.400 6.050 9.2% 1.439 2.2% 53% False False 4,164
60 68.750 61.700 7.050 10.7% 1.194 1.8% 55% False False 2,797
80 68.750 60.220 8.530 13.0% 0.938 1.4% 63% False False 2,098
100 68.750 54.000 14.750 22.5% 0.750 1.1% 79% False False 1,678
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.370
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.344
2.618 68.753
1.618 67.778
1.000 67.175
0.618 66.803
HIGH 66.200
0.618 65.828
0.500 65.713
0.382 65.597
LOW 65.225
0.618 64.622
1.000 64.250
1.618 63.647
2.618 62.672
4.250 61.081
Fisher Pivots for day following 05-Jun-2007
Pivot 1 day 3 day
R1 65.713 65.461
PP 65.678 65.312
S1 65.644 65.163

These figures are updated between 7pm and 10pm EST after a trading day.

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